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It was not a bug. The loader was looking for an end-of-file or end-of-line character to terminate the execution and since you didn't have it on the first time, it had given that error. Now the retun had placed the EOF and in turn it was happy to see the end-of-file termination at the end of your control file.

Hope this would help you to understand it. IF you need more detail on how to write control file for the sql-loader, check http://technet.oracle.com and do a search on the sql*loader